Determining accurately when regime and structural changes occur in various time-series data is critical in many social and natural sciences. We develop and show further the equivalence of two consistent estimation techniques in locating the change point under the framework of a generalised version of the one-dimensional Ornstein–Uhlenbeck process. Our methods are based on the least sum of squared error and the maximum log-likelihood approaches. The case where both the existence and the location of the change point are unknown is investigated and an informational methodology is employed to address these issues. Numerical illustrations are presented to assess the methods’ performance. 相似文献
In this article, we study the metric subregularity of generalized equations using a new tool of nonsmooth analysis. We obtain a sufficient condition for a generalized equation to be metrically subregular, which is not a necessary condition for metric regularity, using a subtle adjustment of the Mordukhovich coderivative. We apply these results to the study of the metric subregularity in a Cournot duopoly game. 相似文献
The diffusive behavior of nanoparticles inside porous materials is attracting a lot of interest in the context of understanding, modeling, and optimization of many technical processes. A very powerful technique for characterizing the diffusive behavior of particles in free media is dynamic light scattering (DLS). The applicability of the method in porous media is considered, however, to be rather difficult due to the presence of multiple sources of scattering. In contrast to most of the previous approaches, the DLS method was applied without ensuring matching refractive indices of solvent and porous matrix in the present study. To test the capabilities of the method, the diffusion of spherical gold nanoparticles within the interconnected, periodic nanopores of inverse opals was analyzed. Despite the complexity of this system, which involves many interfaces and different refractive indices, a clear signal related to the motion of particles inside the porous media was obtained. As expected, the diffusive process inside the porous sample slowed down compared to the particle diffusion in free media. The obtained effective diffusion coefficients were found to be wave vector-dependent. They increased linearly with increasing spatial extension of the probed particle concentration fluctuations. On average, the slowing-down factor measured in this work agrees within combined uncertainties with literature data.
It is known that under resonance conditions, a group of strongly interacting bosonic atoms, trapped in a double-well potential, mimics a single particle, performing Rabi oscillations between the wells. By implication, all atoms need to tunnel at roughly the same time, even though the Bose–Hubbard Hamiltonian accounts only for one-atom-at-a-time transfers. The mechanism of this collective behavior is analyzed, the Rabi frequencies in the process are evaluated, and the limitation of this simple picture is discussed. In particular, it is shown that the small rapid oscillations superimposed on the slow Rabi cycle result from splitting the transferred cluster at the sudden onset of tunnelling, and disappear if tunnelling is turned on gradually. 相似文献
A new strategy for the synthesis of tetrahydroisoquinolines based on the Pd0‐catalyzed intramolecular α‐arylation of sulfones is reported. The combination of this Pd‐catalyzed reaction with intermolecular Michael and aza‐Michael reactions allows the development of two‐ and three‐step domino processes to synthesize diversely functionalized scaffolds from readily available starting materials. 相似文献